oh dear oh Gee. it is a tough situation starting out without knowing the cats i dont know exactly where to tell you to begin except definitely don't begin giving the bullied cat preferential treatment over the other cats and doing things like keeping them apart, spending far more time with just the bullied cat, "protecting it" by sheltering it and punishing other cats for behaving badly toward it, and whatever you do dont start feeding the bullied cat separately from, or with completely different food than, the other two cats (the two cats WILL smell it and Know what you are doing even if the food is inferioir it is "special" to them and all they know is they dont get it) etc. that can make your other cats hate that cat even more! and maybe hate you too..and Bite......
When you feed your cats feedthem together Sit with them and pet all of them same time. that can helps bond a group, even a new cat. even if your cats pretend they could not care less what you think of them, you are the source of their food and they are a live Creature so there is some part of them that reveres you on some level. use the fact that cats are programmed by the creatures that bio-engineered them (Toxoplasm Gondies) to be behaviorally conditioned and reward positive interactions between the three cats equally (you can place them together all three or separate them bullied cat+1 other cat at a time and then reward like that if you can manipulate the Two individually to like the One they can eventually melt into the Three, even if the original Two will always be closer. PLAY WITH THESE CATS TOGETHER, with a string ect. also, please encourage your bullied cat's self esteems by hugging snuggling loving petting and giving kisses on this cat's top of his head.